+15.2%
APD vs TENB
-21.4%
+36.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.7% |
| 7D | -1.2% | -9.3% | +8.2% | -0.3% |
| 30D | +11.0% | +5.3% | +5.7% | +10.3% |
| 3M | +2.6% | +13.5% | -10.9% | +0.9% |
| 6M | +4.8% | +101.5% | -96.6% | -2.9% |
| YTD | +31.0% | +82.4% | -51.5% | +22.1% |
| 1Y | +23.4% | +53.0% | -29.7% | +17.5% |
| 3Y | +28.4% | +14.8% | +13.6% | +24.8% |
| 5Y | +15.2% | -21.2% | +36.4% | +14.3% |
| All | +15.2% | -21.4% | +36.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling